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Stallergenes Greer PLC Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, May 10, 2019 at 05:08 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Stallergenes Greer PLC S0GARCH
paramt-stat
ω0.72283.04
α0.14862.24
β0.02980.25
γ1-19.3742-1.53
γ223.68911.29
γ3-5.4770-0.52
γ43.45190.40
γ5-4.7747-0.56
γ612.53650.99
γ7-20.2580-1.12
γ811.10310.65
γ95.09300.41
γ10-10.0478-1.05
Estimation Period:
Sep 8, 2015 to May 10, 2019
Impact of return on volatility tomorrow
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